CME Australian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7637 |
0.0045 |
0.6% |
0.7608 |
| High |
0.7645 |
0.7699 |
0.0054 |
0.7% |
0.7725 |
| Low |
0.7578 |
0.7615 |
0.0037 |
0.5% |
0.7569 |
| Close |
0.7634 |
0.7629 |
-0.0005 |
-0.1% |
0.7592 |
| Range |
0.0067 |
0.0084 |
0.0017 |
25.4% |
0.0156 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.5% |
0.0000 |
| Volume |
78,941 |
110,662 |
31,721 |
40.2% |
432,389 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7848 |
0.7675 |
|
| R3 |
0.7816 |
0.7764 |
0.7652 |
|
| R2 |
0.7732 |
0.7732 |
0.7644 |
|
| R1 |
0.7680 |
0.7680 |
0.7637 |
0.7664 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7640 |
| S1 |
0.7596 |
0.7596 |
0.7621 |
0.7580 |
| S2 |
0.7564 |
0.7564 |
0.7614 |
|
| S3 |
0.7480 |
0.7512 |
0.7606 |
|
| S4 |
0.7396 |
0.7428 |
0.7583 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8000 |
0.7678 |
|
| R3 |
0.7941 |
0.7844 |
0.7635 |
|
| R2 |
0.7785 |
0.7785 |
0.7621 |
|
| R1 |
0.7688 |
0.7688 |
0.7606 |
0.7659 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7614 |
| S1 |
0.7532 |
0.7532 |
0.7578 |
0.7503 |
| S2 |
0.7473 |
0.7473 |
0.7563 |
|
| S3 |
0.7317 |
0.7376 |
0.7549 |
|
| S4 |
0.7161 |
0.7220 |
0.7506 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7725 |
0.7576 |
0.0149 |
2.0% |
0.0076 |
1.0% |
36% |
False |
False |
87,530 |
| 10 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0073 |
1.0% |
58% |
False |
False |
90,769 |
| 20 |
0.7725 |
0.7494 |
0.0231 |
3.0% |
0.0070 |
0.9% |
58% |
False |
False |
90,941 |
| 40 |
0.7725 |
0.7423 |
0.0302 |
4.0% |
0.0070 |
0.9% |
68% |
False |
False |
68,560 |
| 60 |
0.7728 |
0.7423 |
0.0305 |
4.0% |
0.0069 |
0.9% |
68% |
False |
False |
45,826 |
| 80 |
0.7728 |
0.7379 |
0.0349 |
4.6% |
0.0071 |
0.9% |
72% |
False |
False |
34,413 |
| 100 |
0.7728 |
0.7242 |
0.0486 |
6.4% |
0.0070 |
0.9% |
80% |
False |
False |
27,550 |
| 120 |
0.7728 |
0.7121 |
0.0607 |
8.0% |
0.0060 |
0.8% |
84% |
False |
False |
22,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8056 |
|
2.618 |
0.7919 |
|
1.618 |
0.7835 |
|
1.000 |
0.7783 |
|
0.618 |
0.7751 |
|
HIGH |
0.7699 |
|
0.618 |
0.7667 |
|
0.500 |
0.7657 |
|
0.382 |
0.7647 |
|
LOW |
0.7615 |
|
0.618 |
0.7563 |
|
1.000 |
0.7531 |
|
1.618 |
0.7479 |
|
2.618 |
0.7395 |
|
4.250 |
0.7258 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7639 |
| PP |
0.7648 |
0.7635 |
| S1 |
0.7638 |
0.7632 |
|